-12.9%
CHYM vs IP
-17.2%
+4.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.8% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +11.0% | -11.2% | +22.3% | +14.1% |
| 3M | +83.9% | +12.3% | +71.6% | +75.1% |
| 6M | +45.3% | -5.2% | +50.6% | +44.2% |
| YTD | +28.4% | -4.0% | +32.3% | +25.2% |
| 1Y | +32.2% | -19.2% | +51.4% | +32.4% |
| All | -12.9% | -17.2% | +4.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling